+23.9%
BABA vs MTB
+137.0%
-113.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +11.6% | -1.3% | +13.0% | +12.0% |
| 30D | +2.3% | +0.5% | +1.8% | +2.1% |
| 3M | -13.7% | -12.4% | -1.3% | -10.9% |
| 6M | -21.9% | +1.5% | -23.4% | -22.4% |
| YTD | -24.6% | +10.3% | -34.9% | -26.8% |
| 1Y | -34.1% | +22.2% | -56.3% | -37.6% |
| 3Y | +36.3% | +96.9% | -60.7% | +11.3% |
| 5Y | -26.7% | +64.3% | -91.0% | -37.6% |
| 10Y | +19.2% | +137.8% | -118.6% | -15.8% |
| All | +23.9% | +137.0% | -113.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling